Details about David C. Ling
Access statistics for papers by David C. Ling.
Last updated 2022-01-17. Update your information in the RePEc Author Service.
Short-id: pli857
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Working Papers
2018
- Do Property Locations Matter to IPO Valuation? Evidence from U.S. REITs
ERES, European Real Estate Society (ERES)
- Regulation, Tax, and Interest Rate Implications for Commercial Real Estate Valuations: Lessons from the Past Half Century
ERES, European Real Estate Society (ERES)
2017
- How Taxes and Required Returns Drove Commercial Real Estate Valuations over the Past Four Decades
Working Papers, Federal Reserve Bank of Dallas View citations (2)
See also Journal Article How Taxes and Required Returns Drove Commercial Real Estate Valuations over the Past Four Decades, National Tax Journal, National Tax Association (2017) View citations (2) (2017)
2015
- The other (commercial) real estate boom and bust: the effects of risk premia and regulatory capital arbitrage
Working Papers, Federal Reserve Bank of Dallas View citations (8)
See also Journal Article The other (commercial) real estate boom and bust: The effects of risk premia and regulatory capital arbitrage, Journal of Banking & Finance, Elsevier (2020) View citations (17) (2020)
2009
- Differences in Acquirer Motivations, Announcement Effects, Target Characteristics, and Financing in Private versus Public Acquisitions: The Case of REITs
ERES, European Real Estate Society (ERES)
2008
- The Dynamics of Asset Prices and Transaction Activity in Illiquid Markets: The Case of Private Commercial Real Estate
Real Estate & Planning Working Papers, Henley Business School, University of Reading 
See also Journal Article Dynamics of Asset Prices and Transaction Activity in Illiquid Markets: the Case of Private Commercial Real Estate, The Journal of Real Estate Finance and Economics, Springer (2009) View citations (12) (2009)
2007
- Commercial Real Estate Return Cycles: Do Capital Flows Matter?
ERES, European Real Estate Society (ERES) View citations (4)
2005
- Empirical Investigation
ERES, European Real Estate Society (ERES)
1998
- The Effects of Property, Owner, Location and Tenant Characteristics on Multifamily Profitability
ERES, European Real Estate Society (ERES) View citations (5)
1996
- Revisiting Cross-Tenure Differences in Home Maintenance and Conditions
Wisconsin-Madison CULER working papers, University of Wisconsin Center for Urban Land Economic Research View citations (1)
1995
- The Effect of Income and Collateral Constraints on Residential Mortgage Terminations
NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
See also Journal Article The effect of income and collateral constraints on residential mortgage terminations, Regional Science and Urban Economics, Elsevier (1996) View citations (54) (1996)
1987
- Homeownership Rates of Married Couples: An Econometric Investigation
NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
- Understanding the Real Estate Provisions of Tax Reform: Motivation and Impact
NBER Working Papers, National Bureau of Economic Research, Inc View citations (14)
1986
- Real Estate and the Tax Reform Act of 1986
NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
1985
- The Administration Tax Reform Proposal and Housing
NBER Working Papers, National Bureau of Economic Research, Inc
1984
- Prospective Changes in Tax Law and the Value of Depreciable Real Estate
NBER Working Papers, National Bureau of Economic Research, Inc View citations (14)
See also Journal Article Prospective Changes in Tax Law and the Value of Depreciable Real Estate, Real Estate Economics, American Real Estate and Urban Economics Association (1984) View citations (13) (1984)
- Tax Reform and Housing
NBER Working Papers, National Bureau of Economic Research, Inc
- Trading and the Tax Shelter Value of Depreciable Real Estate
NBER Working Papers, National Bureau of Economic Research, Inc View citations (15)
Journal Articles
2022
- Asset productivity, local information diffusion, and commercial real estate returns
Real Estate Economics, 2022, 50, (1), 89-121 View citations (6)
2021
- How do Personal Real Estate Transactions Affect Productivity and Risk Taking? Evidence from Professional Asset Managers
Real Estate Economics, 2021, 49, (S1), 7-40 View citations (1)
- Institutional common ownership and firm value: Evidence from real estate investment trusts
Real Estate Economics, 2021, 49, (1), 187-223 View citations (10)
- The Geography of Real Property Information and Investment: Firm Location, Asset Location and Institutional Ownership
Real Estate Economics, 2021, 49, (1), 287-331 View citations (9)
- There is no place like home: Information asymmetries, local asset concentration, and portfolio returns
Real Estate Economics, 2021, 49, (1), 36-74 View citations (11)
2020
- 2016–2017 Real Estate Finance & Investment Symposium
The Journal of Real Estate Finance and Economics, 2020, 61, (3), 313-315
- The Wealth Effects of REIT Property Acquisitions and Dispositions: the Creditors’ Perspective
The Journal of Real Estate Finance and Economics, 2020, 60, (3), 308-337 View citations (2)
- The other (commercial) real estate boom and bust: The effects of risk premia and regulatory capital arbitrage
Journal of Banking & Finance, 2020, 112, (C) View citations (17)
See also Working Paper The other (commercial) real estate boom and bust: the effects of risk premia and regulatory capital arbitrage, Working Papers (2015) View citations (8) (2015)
2019
- Asset Growth and Stock Performance: Evidence from REITs
Real Estate Economics, 2019, 47, (3), 884-927 View citations (9)
- Asset Location, Timing Ability and the Cross‐Section of Commercial Real Estate Returns
Real Estate Economics, 2019, 47, (1), 263-313 View citations (11)
2018
- Geographic Portfolio Allocations, Property Selection and Performance Attribution in Public and Private Real Estate Markets
Real Estate Economics, 2018, 46, (2), 404-448 View citations (15)
- Search Costs, Behavioral Biases, and Information Intermediary Effects
The Journal of Real Estate Finance and Economics, 2018, 57, (1), 114-151 View citations (22)
2017
- How Taxes and Required Returns Drove Commercial Real Estate Valuations over the Past Four Decades
National Tax Journal, 2017, 70, (3), 549-584 View citations (2)
See also Working Paper How Taxes and Required Returns Drove Commercial Real Estate Valuations over the Past Four Decades, Working Papers (2017) View citations (2) (2017)
- REIT Leverage and Return Performance: Keep Your Eye on the Target
Real Estate Economics, 2017, 45, (4), 930-978 View citations (16)
2016
- Credit Availability and Asset Pricing Dynamics in Illiquid Markets: Evidence from Commercial Real Estate Markets
Journal of Money, Credit and Banking, 2016, 48, (7), 1321-1362 View citations (1)
2015
- Explaining House Price Dynamics: Isolating the Role of Nonfundamentals
Journal of Money, Credit and Banking, 2015, 47, (S1), 87-125 View citations (36)
- Leverage and Returns: A Cross-Country Analysis of Public Real Estate Markets
The Journal of Real Estate Finance and Economics, 2015, 51, (2), 125-159 View citations (18)
- Returns and Information Transmission Dynamics in Public and Private Real Estate Markets
Real Estate Economics, 2015, 43, (1), 163-208 View citations (34)
2014
- Investor Sentiment, Limits to Arbitrage and Private Market Returns
Real Estate Economics, 2014, 42, (3), 531-577 View citations (23)
2013
- Introduction to the Special Issue
The Journal of Real Estate Finance and Economics, 2013, 47, (4), 583-587
- Short Sales and Fundamental Value: Explaining the REIT Premium to NAV
Real Estate Economics, 2013, 41, (3), 481-516 View citations (9)
2012
- Information, uncertainty, and behavioral effects: Evidence from abnormal returns around real estate investment trust earnings announcements
Journal of International Money and Finance, 2012, 31, (7), 1930-1952 View citations (3)
- Real Estate Ownership, Leasing Intensity, and Value: Do Stock Returns Reflect a Firm’s Real Estate Holdings?
The Journal of Real Estate Finance and Economics, 2012, 44, (1), 184-202 View citations (7)
- Shareholder composition, share turnover, and returns in volatile markets: The case of international REITs
Journal of International Money and Finance, 2012, 31, (7), 1867-1889 View citations (4)
2011
- Why Do REITs Go Private? Differences in Target Characteristics, Acquirer Motivations, and Wealth Effects in Public and Private Acquisitions
The Journal of Real Estate Finance and Economics, 2011, 43, (1), 99-129 View citations (10)
2010
- Ownership Duration in the Residential Housing Market: The Influence of Structure, Tenure, Household and Neighborhood Factors
The Journal of Real Estate Finance and Economics, 2010, 40, (1), 41-61 View citations (11)
2009
- Commercial Real Estate Valuation: Fundamentals Versus Investor Sentiment
The Journal of Real Estate Finance and Economics, 2009, 38, (1), 5-37 View citations (46)
- Dynamics of Asset Prices and Transaction Activity in Illiquid Markets: the Case of Private Commercial Real Estate
The Journal of Real Estate Finance and Economics, 2009, 39, (3), 359-383 View citations (12)
See also Working Paper The Dynamics of Asset Prices and Transaction Activity in Illiquid Markets: The Case of Private Commercial Real Estate, Real Estate & Planning Working Papers (2008) (2008)
- Institutional Capital Flows and Return Dynamics in Private Commercial Real Estate Markets
Real Estate Economics, 2009, 37, (1), 85-116 View citations (11)
- The Liquidity of Property Shares: An International Comparison
Real Estate Economics, 2009, 37, (3), 413-445 View citations (13)
2008
- Avoiding Taxes at Any Cost: The Economics of Tax-Deferred Real Estate Exchanges
The Journal of Real Estate Finance and Economics, 2008, 36, (4), 367-404 View citations (8)
2007
- Indices for Investment Benchmarking and Return Performance Analysis in Private Real Estate
International Real Estate Review, 2007, 10, (1), 93-118 View citations (3)
- Introduction to the Special Issue in Real Estate Economics and Finance in Honor of Patric H. Hendershott
Real Estate Economics, 2007, 35, (4), 409-409
- The Variation of Homeowner Tax Preferences by Income, Age and Leverage
Real Estate Economics, 2007, 35, (4), 505-539 View citations (2)
- Trading Intensity and Real Estate Performance
The Journal of Real Estate Finance and Economics, 2007, 35, (4), 449-474 View citations (7)
2006
- Considerations in the Design and Construction of Investment Real Estate Research Indices
Journal of Real Estate Research, 2006, 28, (4), 411-444 View citations (14)
- Dedicated REIT Mutual Fund Flows and REIT Performance
The Journal of Real Estate Finance and Economics, 2006, 32, (4), 409-433 View citations (21)
2005
- A Random Walk Down Main Street: Can Experts Predict Returns on Commercial Real Estate?
Journal of Real Estate Research, 2005, 27, (2), 137-154 View citations (14)
2003
- Household Income, Termination Risk and Mortgage Pricing
The Journal of Real Estate Finance and Economics, 2003, 27, (1), 111-38 View citations (2)
- Modeling Spatial Variation in Housing Prices: A Variable Interaction Approach
Real Estate Economics, 2003, 31, (4), 623-646 View citations (60)
- The Dynamics of REIT Capital Flows and Returns
Real Estate Economics, 2003, 31, (3), 405-434 View citations (32)
2002
- Authors’ Perceptions and Preferences Among Real Estate Journals: An Editors’ Note
Real Estate Economics, 2002, 30, (1), 159-161
- Commercial Real Estate Return Performance: A Cross-Country Analysis
The Journal of Real Estate Finance and Economics, 2002, 24, (1-2), 119-42 View citations (49)
- Determinants of Multifamily Mortgage Default
Real Estate Economics, 2002, 30, (3), 445-473 View citations (31)
- Referee Recognition
Real Estate Economics, 2002, 30, (1), 163-164
2000
- The Predictability of Equity REIT Returns: Time Variation and Economic Significance
The Journal of Real Estate Finance and Economics, 2000, 20, (2), 117-36 View citations (42)
1999
- The Integration of Commercial Real Estate Markets and Stock Markets
Real Estate Economics, 1999, 27, (3), 483-515 View citations (108)
1998
- Cross-Tenure Differences in Home Maintenance and Appreciation
Land Economics, 1998, 74, (3), 328-342 View citations (19)
Also in Land Economics, 1997, 73, (3), 328-342 (1997)
- Evidence on the Demand for Mortgage Debt by Owner-Occupants
Journal of Urban Economics, 1998, 44, (3), 391-414 View citations (27)
- Information Externalities and Home Mortgage Underwriting
Journal of Urban Economics, 1998, 44, (3), 317-332 View citations (19)
1997
- Demographic versus Option-Driven Mortgage Terminations
Journal of Housing Economics, 1997, 6, (2), 137-163 View citations (15)
- Economic Risk Factors and Commercial Real Estate Returns
The Journal of Real Estate Finance and Economics, 1997, 14, (3), 283-307 View citations (73)
- Valuation uncertainty, institutional involvement, and the underpricing of IPOs: The case of REITs
Journal of Financial Economics, 1997, 43, (3), 433-456 View citations (68)
1996
- Measuring the Importance of Location in House Price Appreciation
Journal of Urban Economics, 1996, 40, (3), 334-353 View citations (47)
- The effect of income and collateral constraints on residential mortgage terminations
Regional Science and Urban Economics, 1996, 26, (3-4), 235-261 View citations (54)
See also Working Paper The Effect of Income and Collateral Constraints on Residential Mortgage Terminations, NBER Working Papers (1995) View citations (5) (1995)
1994
- Measuring Changes in Local House Prices: An Empirical Investigation of Alternative Methodologies
Journal of Urban Economics, 1994, 35, (2), 221-244 View citations (56)
1993
- Mortgage‐Backed Futures and Options
Real Estate Economics, 1993, 21, (1), 47-67 View citations (1)
- Pricing Mortgage‐Backed Securities: Integrating Optimal Call and Empirical Models of Prepayment
Real Estate Economics, 1993, 21, (4), 373-404 View citations (22)
- Probabilistic Valuation Models and Income Tax Asymmetries with an Application to the Analysis of Passive Loss Restrictions
Journal of Real Estate Research, 1993, 8, (2), 205-220
1992
- An Empirical Investigation of the Contingent‐Claims Approach to Pricing Residential Mortgage Debt
Real Estate Economics, 1992, 20, (3), 393-426 View citations (10)
- Real Estate Markets Since 1980: What Role Have Tax Changes Played?
National Tax Journal, 1992, 45, (3), 253-66 View citations (3)
- Real Estate Values, Federal Income Taxation, and the Importance of Local Market Conditions
Real Estate Economics, 1992, 20, (1), 125-139 View citations (13)
1991
- Optimal Refunding Strategies, Transaction Costs, and the Market Value of Corporate Debt
The Financial Review, 1991, 26, (4), 479-500
- The Federal Tax Subsidy to Housing and the Reduced Value of the Mortgage Interest Deduction
National Tax Journal, 1991, 44, (2), 147-68 View citations (33)
1989
- Optimal Mortgage Refinancing with Stochastic Interest Rates
Real Estate Economics, 1989, 17, (3), 278-299 View citations (19)
1988
- Another Look at Tenure Choice, Inflation, and Taxes
Real Estate Economics, 1988, 16, (3), 207-229 View citations (20)
1987
- Another look at mortgage revenue bonds
Journal of Policy Analysis and Management, 1987, 7, (3), 562-564
1986
- Retail Leasehold Interests: A Contingent Claim Analysis
Real Estate Economics, 1986, 14, (2), 216-229 View citations (7)
1985
- Valuing Depreciable Real Estate: A New Methodology
Real Estate Economics, 1985, 13, (2), 181-194 View citations (5)
1984
- Prospective Changes in Tax Law and the Value of Depreciable Real Estate
Real Estate Economics, 1984, 12, (3), 297-317 View citations (13)
See also Working Paper Prospective Changes in Tax Law and the Value of Depreciable Real Estate, NBER Working Papers (1984) View citations (14) (1984)
Undated
- A First Look at the Impact of COVID-19 on Commercial Real Estate Prices: Asset-Level Evidence
The Review of Asset Pricing Studies, 10, (4), 669-704
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